Trend

Monthly Performance

Alpha (outperformance)

Heatmap

Volatility

Return distribution

~WAREHOUSING has been underperforming the SP500 index in recent time, after having outperformed till 10 Aug, 2018. Over the last 11 months, ~WAREHOUSING outperformed the SP500 index on 50% days. Which indicates that on days ~WAREHOUSING outperforms the SP500 index, it's performance is marginally better than on the days it underperforms the SP500 index.

During the last three months ~WAREHOUSING was mostly loss making and delivered on average -0.19% per day. It's best return during this period (of +2.76%) was on Tuesday, 16 Oct, 2018. While it's worst loss in the same period (of -4.65%) was on Tuesday, 20 Nov, 2018. There was initially a bullish trend during this period which started on 28 Nov, 2018 and went on till 3 Dec, 2018. The bullish trend returned +4.52% to investors. This was followed by a bearish trend that started on 4 Dec, 2018 and ended on 10 Dec, 2018. This bearish trend lost -5.21% of investor capital.

~WAREHOUSING had 6 profitable and 6 loss making months over the last year. During the last year, ~WAREHOUSING underperformed SP500 index on monthly return basis. ~WAREHOUSING significantly outperformed SP500 index in Feb 2018, when it returned +9.19% compared to +3.29% returned by SP500 index during it's best month in the last one year - Jul 2018. ~WAREHOUSING had a shorter streak of profitable months than SP500 index. It only went up in 5 straight months during the last year.

Before you speak, listen. Before you write, think. Before you spend, earn. Before you invest, investigate. Before you criticize, wait. Before you pray, forgive. Before you quit, try. Before you retire, save. Before you die, give. -- William A. Ward

~WAREHOUSING is becoming more volatile overall. In comparison, the SP500 index is seeing a rise in volatility. During the last three months, there was a significant surge in ~WAREHOUSING's volatility from 19 Sep, 2018 to 20 Nov, 2018. While there was a significant surge in the SP500 index's volatility from 19 Sep, 2018 to 29 Oct, 2018.

Advanced/professional short-term investors should note that ~WAREHOUSING has negative skewness in it's return distribution. This indicates that investors may need to stay invested through long periods of drawdown before expecting a recovery.

SP500 index has more chance of extreme outcomes than ~WAREHOUSING. Therefore, SP500 must receive a lower allocation than ~WAREHOUSING in your portfolio. SP500 index usually has shorter drawdown period than ~WAREHOUSING.

On a general note (since you are interested in ~WAREHOUSING), PRQR has performed really well this year and deserves to be closely tracked for investment opportunities.

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